Chevron Corp GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
29.10%
decreased by 1.07%
1 Week
28.97%
decreased by 1.20%
1 Month
28.49%
decreased by 1.68%
Analysis last updated: Tuesday, June 16, 2026 at 10:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0419 | 20.62 | |
| 0.0346 | 16.63 | |
| 0.9183 | 454.61 | |
| 0.0600 | 12.65 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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